Calculating Kendall's tau

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Anna
Anna 2013-8-3
编辑： VENKATA PHANIKRISHNA B 2019-10-15
Hi, I'm trying to calculate Kendall's tau using the 'corrcoef' command. My code so far is:
A_col = A_short'
idx = find(~isnan(B)+~isnan(A_col)==2);
[RHO,PVAL] = corrcoef(B(idx),A_col(idx),'type',Kendall)
The last line produces the error 'Undefined function or variable 'Kendall'. According to matlab help this is a valid value so how can I specify that I want a Kendall tau correaltion as oposed to a Pearson correlation?
Please help. Thanks

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Wayne King
Wayne King 2013-8-3
编辑：Wayne King 2013-8-3
Hi Anna, 'Kendall' is not an option of corrcoef(). It is an option for the function corr(), which is part of the Statistics Toolbox.
So, this will work:
x = randn(30,4);
y = randn(30,4);
y(:,4) = sum(x,2);
[r,p] = corr(x,y,'type','Kendall');
provided you have the Statistics Toolbox
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Anna
Anna 2013-8-3
Hi Wayne, thank you that works brilliantly! I was worried that using corr instead of corrcoef would give me a huge matrix of r and p values but there's only one thankfully! Cheers :)

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VENKATA PHANIKRISHNA B
编辑：VENKATA PHANIKRISHNA B 2019-10-15
a = [15, 18, 21, 24, 27]' ;
b = [25, 25, 27, 31, 32]' ;
[RHO,PVAL] = corr(a,b,'Type','Pearson');
fprintf('Pearsons correlation: %.3f \n',RHO);
fprintf('Pearsons P: %.3f \n',PVAL);
[RHO,PVAL] = corr(a,b,'Type','Spearman');
fprintf('Spearman correlation: %.3f \n',RHO);
fprintf('Spearman P: %.3f \n',PVAL);
[RHO,PVAL] = corr(a,b,'Type','Kendall');
fprintf('Kendall correlation: %.3f \n',RHO);
fprintf('Kendall P: %.3f \n',PVAL);
Pearsons correlation: 0.953
Pearsons P: 0.012
Spearman correlation: 0.975
Spearman P: 0.033
Kendall correlation: 0.949
Kendall P: 0.033

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